+137.3%
WMT vs CSX
+73.0%
+64.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.5% |
| 7D | -1.6% | -2.2% | +0.6% | -1.1% |
| 30D | +12.9% | +6.8% | +6.0% | +11.2% |
| 3M | +12.6% | +0.7% | +11.9% | +12.3% |
| 6M | -3.4% | +13.3% | -16.7% | -6.6% |
| YTD | +13.5% | +40.5% | -27.0% | +4.1% |
| 1Y | +23.5% | +44.7% | -21.2% | +12.5% |
| 3Y | +137.3% | +74.5% | +62.8% | +113.5% |
| All | +137.3% | +73.0% | +64.4% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling